+423.0%
ECHO vs YUM
+17.9%
+405.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.0% |
| 7D | +3.7% | -6.1% | +9.8% | +5.4% |
| 30D | +0.7% | -5.8% | +6.5% | +2.2% |
| 3M | -27.3% | -7.6% | -19.7% | -26.0% |
| 6M | -17.0% | -9.1% | -7.8% | -15.1% |
| YTD | -14.3% | -5.5% | -8.8% | -14.1% |
| 1Y | +20.9% | -3.7% | +24.6% | +20.2% |
| 3Y | +423.0% | +17.8% | +405.2% | +339.3% |
| All | +423.0% | +17.9% | +405.1% | +339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling